-31.0%
MSTR vs TEM
+49.6%
-80.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -3.2% |
| 7D | -1.2% | +5.3% | -6.5% | -3.3% |
| 30D | -15.9% | +8.1% | -24.0% | -18.4% |
| 3M | +33.1% | +64.9% | -31.8% | +6.2% |
| 6M | -31.0% | +42.1% | -73.1% | -43.4% |
| All | -31.0% | +49.6% | -80.6% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling